+0.2%
XYL vs PENG
+222.1%
-221.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.3% | -12.1% | -2.3% |
| 7D | -5.9% | +1.9% | -7.7% | -6.2% |
| 30D | -7.3% | -37.8% | +30.5% | -4.7% |
| 3M | -22.5% | -14.1% | -8.4% | -22.8% |
| 6M | -14.4% | +13.1% | -27.5% | -19.8% |
| YTD | -29.4% | +151.8% | -181.2% | -41.6% |
| 1Y | -35.6% | +136.0% | -171.6% | -46.3% |
| All | +0.2% | +222.1% | -221.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling